This paper considers the continuous Kiefer-Nolfowitz stochastic approximation procedure, where the regression function changes with time t. Let ED(t) be the unique minimum (maximum) of the regression function at a time t. Our goal is to select 0(t) such that ilx(t) - 0,t-0. co. It is assumed that 6)(t)= (91(t),...,913(0) and ei(t)=(B3,U(t)), j=1,...,P for B.(unknown) and U(t) (known) are elements of a Hilbert space H. Under general conditions we prove that lim flBi(t) - B.II<oo. If we restrict H to Rk and more t-)•co stringent conditions we prove that 11 x(t)- e(t)1k0,w.p.1 as
Sorour, E. S. (1993). A Continuous Dynamic Stochastic Approximation Procedure. The Egyptian Statistical Journal, 37(1), 155-168. doi: 10.21608/esju.1993.426939
MLA
El Sayed Sorour. "A Continuous Dynamic Stochastic Approximation Procedure", The Egyptian Statistical Journal, 37, 1, 1993, 155-168. doi: 10.21608/esju.1993.426939
HARVARD
Sorour, E. S. (1993). 'A Continuous Dynamic Stochastic Approximation Procedure', The Egyptian Statistical Journal, 37(1), pp. 155-168. doi: 10.21608/esju.1993.426939
VANCOUVER
Sorour, E. S. A Continuous Dynamic Stochastic Approximation Procedure. The Egyptian Statistical Journal, 1993; 37(1): 155-168. doi: 10.21608/esju.1993.426939
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